Astock: A New Dataset and Automated Stock Trading based on Stock-specific News Analyzing Model
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Abstract (arXiv)
Natural Language Processing(NLP) demonstrates a great potential to support financial decision-making by analyzing the text from social media or news outlets. In this work, we build a platform to study the NLP-aided stock auto-trading algorithms systematically. In contrast to the previous work, our platform is characterized by three features: (1) We provide financial news for each specific stock. (2) We provide various stock factors for each stock. (3) We evaluate performance from more financial-relevant metrics. Such a design allows us to develop and evaluate NLP-aided stock auto-trading algorithms in a more realistic setting. In addition to designing an evaluation platform and dataset collection, we also made a technical contribution by proposing a system to automatically learn a good feature representation from various input information. The key to our algorithm is a method called semantic role labeling Pooling (SRLP), which leverages Semantic Role Labeling (SRL) to create a compact representation of each news paragraph. Based on SRLP, we further incorporate other stock factors to make the final prediction. In addition, we propose a self-supervised learning strategy based on SRLP to enhance the out-of-distribution generalization performance of our system. Through our experimental study, we show that the proposed method achieves better performance and outperforms all the baselines' annualized rate of return as well as the maximum drawdown of the CSI300 index and XIN9 index on real trading. Our Astock dataset and code are available at https://github.com/JinanZou/Astock.
Key facts. Cited by 12 papers in the map (data through 14 Oct 2026). Builds on 7 of its 23 references that are in the map. First posted on arXiv 14 Jun 2022.
Builds on
7 of 23 references.
References · 7
- 2018BERT: Pre-training of Deep Bidirectional Transformers for Language Understandingcited by 40,399
- 2019Using Self-Supervised Learning Can Improve Model Robustness and Uncertaintycited by 514
- 2020Revisiting Pre-Trained Models for Chinese Natural Language Processingcited by 266
- 2017Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Predictioncited by 60
- 2020SKEP: Sentiment Knowledge Enhanced Pre-training for Sentiment Analysiscited by 54
- 2021Trade the Event: Corporate Events Detection for News-Based Event-Driven Tradingcited by 39
- 2021Self-Supervised Multimodal Opinion Summarizationcited by 18
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Citing papers per year: 2023: 2; 2024: 7; 2025: 3.
12 papers.
- 2023Large Models for Time Series and Spatio-Temporal Data: A Survey and Outlookcited by 110
- 2023FinGPT: Democratizing Internet-scale Data for Financial Large Language Modelscited by 67
- 2024TradExpert: Revolutionizing Trading with Mixture of Expert LLMscited by 12
- 2024FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Modelcited by 11
- 2025FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Predictioncited by 9
- 2024No Language is an Island: Unifying Chinese and English in Financial Large Language Models, Instruction Data, and Benchmarkscited by 7
- 2024Golden Touchstone: A Comprehensive Bilingual Benchmark for Evaluating Financial Large Language Modelscited by 4
- 2024Stock Movement Prediction with Multimodal Stable Fusion via Gated Cross-Attention Mechanismcited by 3
- 2025Language Modeling for the Future of Finance: A Survey into Metrics, Tasks, and Data Opportunitiescited by 3
- 2024Pre-Finetuning with Impact Duration Awareness for Stock Movement Predictioncited by 2
- 2024Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Datacited by 1
- 2025Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiumscited by 0
- 2025Language Modeling for the Future of Finance: A Survey into Metrics, Tasks, and Data Opportunities9 Apr 2025
- 2025Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums8 Feb 2025
- 2025FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction5 Feb 2025
- 2024Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data13 Dec 2024
- 2024Golden Touchstone: A Comprehensive Bilingual Benchmark for Evaluating Financial Large Language Models9 Nov 2024
- 2024TradExpert: Revolutionizing Trading with Mixture of Expert LLMs16 Oct 2024
- 2024Pre-Finetuning with Impact Duration Awareness for Stock Movement Prediction25 Sep 2024
- 2024Stock Movement Prediction with Multimodal Stable Fusion via Gated Cross-Attention Mechanism6 Jun 2024
- 2024No Language is an Island: Unifying Chinese and English in Financial Large Language Models, Instruction Data, and Benchmarks10 Mar 2024
- 2024FinReport: Explainable Stock Earnings Forecasting via News Factor Analyzing Model5 Mar 2024
- 2023Large Models for Time Series and Spatio-Temporal Data: A Survey and Outlook16 Oct 2023
- 2023FinGPT: Democratizing Internet-scale Data for Financial Large Language Models19 Jul 2023